Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47518.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46123.5 Kr¶

PnL: ---------------------------------------> -765.07 Kr¶

DD now: ---------------------------------> -2.285 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 15:14:33.858117'

Anic Portfolio¶

Today¶

Return: -0.739 %¶

This Week¶

Return: -1.328 %¶

Total¶

Return: 55.564 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.370000 3130.400000 159.400000 5.370000 2971.000006
HEBA B 70 -2.880000 2716.000000 80.000000 3.030000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.380000 423.800000 68.800000 19.380000 355.000000
Corem Property Group B 59 -3.590000 634.250000 57.250000 9.920000 576.999999
HMS Networks 2 -0.730000 710.400000 37.400000 5.560000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.590000 547.600000 15.600000 2.930000 532.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Samhällsbyggnadsbo. i Norden D 12 1.310000 258.960000 12.960000 5.270000 246.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Resurs Holding 22 0.000000 583.660000 9.660000 1.680000 573.999998
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.630000 532.600000 5.600000 1.060000 527.000000
Karnov Group 9 1.860000 540.900000 4.900000 0.910000 536.000004
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
AcadeMedia 12 0.930000 560.040000 3.040000 0.550000 557.000004
Handelsbanken A 5 -1.710000 547.500000 1.500000 0.270000 546.000000
Essity B 2 -0.900000 574.800000 0.800000 0.140000 574.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Nordea Bank Abp 29 -1.110000 3452.160000 -1.840000 -0.050000 3453.999992
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Securitas B 6 -1.060000 561.000000 -9.000000 -1.580000 570.000000
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Boozt 12 0.070000 1632.000000 -22.000000 -1.330000 1653.999996
CTEK 13 -1.220000 506.870000 -27.130000 -5.080000 533.999999
Vivesto 1368 1.190000 560.060000 -52.940000 -8.640000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
Sampo Oyj SDB 7 -0.460000 3759.000000 -91.000000 -2.360000 3850.000000
SAAB B 8 -0.970000 3268.000000 -109.000000 -3.230000 3377.000000
OX2 18 -1.170000 1526.400000 -137.600000 -8.270000 1663.999992
Axfood 13 -0.040000 3577.600000 -178.400000 -4.750000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 0.170000 3031.600000 -330.400000 -9.830000 3361.999992
TOTAL 46123.500000 -765.070000 -2.2853% 46888.564618

Updated:¶

'2023-01-13 15:14:46.463417'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶